Alright, first off, lets verify that it isn't the power switch. IF you have everything hooked up correctly, try jumping the power switch.
If you look, you will see that the wires for the power switch connect to two small prongs on the motherboard. Remove the wire and take something like a screwdriver and touch the two prongs together. If it turns on, your power switch in the front of the case is probably junk.
If it doesn't turn on, make sure the mobo isn't shorting out on the case anywhere. Did you install the spacers that the mobo sits on? I had a guy I know build his first computer and forgot to install those spacers. Computer wouldn't turn on because it was shorting out on the case.
If everything is correct there, and it's still not working, make sure (if you have one) that your power switch on the power supply is in the "ON" position.